[R-SIG-Finance] quantstrat order execution

Brian G. Peterson brian at braverock.com
Sun Jul 29 03:08:34 CEST 2012

On 07/28/2012 04:50 PM, Samo Pahor wrote:
> Any plans to parameterise this? I mean, so that users are able to
> set up to which frequencies trades should be done on the close of the bar
> of the signal instead on next bar...

No.  Instant execution is a myth.

If you want execution at higher frequencies, use higher frequency data.


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